CES1.L vs. DJSC.L
Compare and contrast key facts about iShares MSCI EMU Small Cap UCITS ETF (Acc) (CES1.L) and iShares EURO STOXX Small UCITS (DJSC.L).
CES1.L and DJSC.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CES1.L is a passively managed fund by iShares that tracks the performance of the MSCI EMU Small Cap NR EUR. It was launched on Jul 1, 2009. DJSC.L is a passively managed fund by iShares that tracks the performance of the MSCI EMU SMID NR EUR. It was launched on Oct 29, 2004. Both CES1.L and DJSC.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CES1.L or DJSC.L.
Key characteristics
| CES1.L | DJSC.L | |
|---|---|---|
| YTD Return | -3.36% | -5.45% |
| 1Y Return | 5.80% | 4.31% |
| 3Y Return (Ann) | -2.81% | -3.00% |
| 5Y Return (Ann) | 4.61% | 4.98% |
| 10Y Return (Ann) | 9.01% | 8.36% |
| Sharpe Ratio | 0.53 | 0.32 |
| Sortino Ratio | 0.82 | 0.54 |
| Omega Ratio | 1.10 | 1.06 |
| Calmar Ratio | 0.47 | 0.32 |
| Martin Ratio | 1.30 | 0.80 |
| Ulcer Index | 5.20% | 5.41% |
| Daily Std Dev | 12.71% | 13.66% |
| Max Drawdown | -32.68% | -49.81% |
| Current Drawdown | -9.70% | -8.94% |
Correlation
The correlation between CES1.L and DJSC.L is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
CES1.L vs. DJSC.L - Performance Comparison
In the year-to-date period, CES1.L achieves a -3.36% return, which is significantly higher than DJSC.L's -5.45% return. Over the past 10 years, CES1.L has outperformed DJSC.L with an annualized return of 9.01%, while DJSC.L has yielded a comparatively lower 8.36% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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CES1.L vs. DJSC.L - Expense Ratio Comparison
CES1.L has a 0.58% expense ratio, which is higher than DJSC.L's 0.40% expense ratio.
Risk-Adjusted Performance
CES1.L vs. DJSC.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EMU Small Cap UCITS ETF (Acc) (CES1.L) and iShares EURO STOXX Small UCITS (DJSC.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
CES1.L vs. DJSC.L - Dividend Comparison
CES1.L has not paid dividends to shareholders, while DJSC.L's dividend yield for the trailing twelve months is around 2.68%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CES1.L iShares MSCI EMU Small Cap UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DJSC.L iShares EURO STOXX Small UCITS | 2.68% | 2.20% | 2.16% | 1.51% | 1.21% | 2.09% | 2.43% | 1.79% | 1.96% | 2.08% | 2.89% | 2.10% |
Drawdowns
CES1.L vs. DJSC.L - Drawdown Comparison
The maximum CES1.L drawdown since its inception was -32.68%, smaller than the maximum DJSC.L drawdown of -49.81%. Use the drawdown chart below to compare losses from any high point for CES1.L and DJSC.L. For additional features, visit the drawdowns tool.
Volatility
CES1.L vs. DJSC.L - Volatility Comparison
iShares MSCI EMU Small Cap UCITS ETF (Acc) (CES1.L) and iShares EURO STOXX Small UCITS (DJSC.L) have volatilities of 2.63% and 2.70%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.